Abdullah Sm Abo Moati Statio GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:39.36% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 10.55 | |
| 0.0487 | 10.43 | |
| 0.9404 | 277.56 | |
| -0.0088 | -1.20 |
Estimation Period:
Mar 15, 2017 to Feb 12, 2026
Mar 15, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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